-58.7%
ZTS vs AEIS
+173.5%
-232.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.1% |
| 7D | -4.8% | +8.1% | -12.9% | -5.2% |
| 30D | +1.2% | -11.1% | +12.4% | +1.8% |
| 3M | -6.0% | -5.6% | -0.4% | -6.8% |
| 6M | -38.7% | -0.6% | -38.1% | -39.9% |
| YTD | -40.6% | +38.0% | -78.7% | -44.3% |
| 1Y | -50.6% | +87.2% | -137.8% | -55.7% |
| 3Y | -58.7% | +179.7% | -238.4% | -68.1% |
| All | -58.7% | +173.5% | -232.3% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling